Over 2011 to 2025 (15 years of data), FMEDEEUR has tended to move short between 11.07 and 27.08, closing higher in 86.7% of those years for an average +4.79% move and an annualized Sharpe of 1.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 27.08 | Short | 86.7% | +4.79% | 1.34 | 15 |
| 11.07 → 28.08 | Short | 86.7% | +4.75% | 1.26 | 15 |
| 12.07 → 04.09 | Short | 80.0% | +6.25% | 1.69 | 15 |
| 12.07 → 09.09 | Short | 80.0% | +5.94% | 1.42 | 15 |
| 12.07 → 01.09 | Short | 80.0% | +5.93% | 1.65 | 15 |
| 13.07 → 01.09 | Short | 80.0% | +5.82% | 1.67 | 15 |
| 12.07 → 29.08 | Short | 80.0% | +5.75% | 1.62 | 15 |
| 12.07 → 31.08 | Short | 80.0% | +5.62% | 1.53 | 15 |